Banka Slovenije Working Papers

Banka Slovenije Working Papers

10/24/2023 Peonare Caka, Noemi Matavulj: Monetary policy and credit allocation in Slovenia through the lens of survey data
06/20/2023 Domenica Di Virgilio: Macroprudential dividend restrictions and countercyclical buffer release: assessment in a DSGE model
06/01/2023 Jan Radovan: An Analysis of Business Cycle Fluctuations in Slovenia and the Euro Area
05/11/2023 Filippo Arigoni, Miha Breznikar, Črt Lenarčič, Matjaž Maletič: Impact of fiscal measures in response to the COVID-19 pandemic on small-open economies: lessons from Slovenia
04/24/2023 Milan Damjanović: Slovene Quarterly Macroeconomic Model: Overview and Properties
09/28/2022 Pablo Garcia, Pascal Jacquinot, Črt Lenarčič, Matija Lozej, Kostas Mavromatis: Global models for a global pandemic: the impact of COVID-19 on small euro area economies
08/23/2022 Mojca Lindič: Global Value Chain Integration in CESEE and Euro Area Economies
03/14/2022 Domenica Di Virgilio: Stability of deposits in different interest rate regimes
01/18/2022 Vasja Sivec, Matjaž Volk: Empirical evidence on the efectiveness of capital buffer release
11/25/2021 Selcuk Ozsahin: Early warning FAVAR model for the assessment of the effects of macroprudential policy on risks in the banking sector
11/25/2021 Filippo Arigoni, Črt Lenarčič: The impact of trade policy uncertainty shocks on the euro area
10/07/2020 Biswajit Banerjee, Jelena Ćirjaković: Firm Indebtedness, Deleveraging and Exit: The Experience of Slovenia during the Financial Crisis, 2008-2014
07/16/2020 Domenica Di Virgilio: The transmission of bank liquidity regulation in Slovenia and macroprudential policy implications
04/21/2020 Matjaž Maletič: A Chinese slowdown and the US and German yield curves
04/21/2020 Črt Lenarčič: Inflation – Harrod-Balassa-Samuelson effect in a DSGE model setting
04/17/2020 Filippo Arigoni: World shocks and commodity price fluctuations: evidence from resource-rich economies
04/15/2020 Selcuk Ozsahin: Spillovers from Prudential Policies Implemented at Consolidated Level: Evidence from the EBA’s 2011 Capital Exercise and its Effect in Slovenia
04/15/2020 Črt Lenarčič in Igor Masten: Is there a Harrod-Balassa-Samuelson effect? New panel data evidence from 28 European countries
04/06/2020 Peonare Caka: Using payment data to nowcast Slovene GDP and private consumption: a mixed-frequency approach
03/26/2020 Jan Radovan: Estimating potential output and the output gap in Slovenia using an unobserved components model
09/06/2019 Yi-An Chen, Vasja Sivec, Matjaž Volk: Empirical Evidence on the Effectiveness of Capital Buffer Release
07/11/2019 Črt Lenarčič: Oil-price shocks and the excise duty tax in a DSGE model setting
07/09/2019 Črt Lenarčič: Complementaries and tensions between monetary and macroprudential policies in an estimated DSGE model
05/13/2019 Georgios Papadopoulos: Georgios Papadopoulos: Income inequality, consumption, credit and credit risk in a data-driven agent-based model
02/25/2019 Milan Damjanović: A country perspective on the monetary policy transmission in the euro area: the case of Slovenia
08/27/2018 Georgios Papadopoulos: Towards the development of an overheating identification framework: The case of Slovenia (August 2018)
06/13/2018 Jelena Ćirjaković: Macroprudential instruments and the commercial real estate market (June 2018)
05/23/2018 Milan Damjanović, Biswajit Banerjee: Structure and Competitiveness of the Slovenian Economy in the World of Increasing Production Fragmentation (May 2018)
02/13/2018 Arjana Brezigar-Masten, Igor Masten, Matjaž Volk: Modelling Credit Risk with a Tobit Model of Days Past Due (February 2018)
10/05/2017 Vasja Sivec, Matjaž Volk: Bank Response to Policy Related Changes in Capital Requirements (October 2017)
10/05/2017 Biswajit Banerjee, Christopher Dunnett, Mojca Lindič: Employment and wage adjustments during the crisis period: Evidence from Wage Dynamics Network (WDN) data for Slovenia (October 2017)
04/13/2017 Jan Radovan: Short-term forecasting of Slovenian GDP using monthly information 1/2017 (April 2017)
07/18/2016 Mateja Gabrijelčič, Uroš Herman, Andreja Lenarčič: Firm performance and (foreign) debt financing 1/2016 (July 2016)
07/21/2015 Biswajit Banerjee, Manca Jesenko: The role of firm size and age in employment growth: evidence for Slovenia, 1996-2013, 2/2015 (July 2015)
07/08/2015 Arjana Brezigar-Masten, Igor Masten, Matjaž Volk: Discretionary credit rating and bank stability in a financial crisis 1/2015 (July 2015)
03/17/2015 (Delovno gradivo) Franček Drenovec, Petra Mohorič Peternelj: Kazalniki dohodkovne in premoženjske neenakosti (marec 2015)
09/01/2014 Daragh Clancy, Pascal Jacquinot, Matija Lozej: The effects of government spending in a small open economy within a monetary union 2/2014 (September 2014)
05/27/2014 Matjaž Volk: Estimating probability of default and comparing it to credit rating classification by banks 1/2014 (May 2014)
11/26/2013 Biswajit Banerjee, Matija Vodopivec, Urban Sila: Wage setting in Slovenia: Interpretation of the wage dynamics network (WDN) survey findings in an institutional and macroeconomic context 3/2013 (November 2013)
07/16/2013 Biswajit Banerjee, Manca Jesenko: Dynamics of Firm-Level Job Flows in Slovenia 1996-2011 2/2013 (July 2013)
03/25/2013 Nataša Jemec, Andreja Strojan Kastelec, Aleš Delakorda: How do fiscal shocks affect the macroeconomic dynamics in the Slovenian economy? 1/2013 (March 2013)